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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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52105157209 · Jun 202019922001200920172026
48 results for joint integrability

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

Anosov diffeomorphisms with integrable subbundles have coherent dynamics and spectral rigidity.

problem Characterizing Anosov diffeomorphisms with integrable subbundles.
method Joint integrability of strong stable and unstable subbundles leads to coherent dynamics and spectral rigidity.
result Anosov diffeomorphisms with integrable subbundles are dynamically coherent and have spectral rigidity.

Unified model learns joint and individual features from brain imaging data.

problem Integrating structural and functional connectivity data for behavioral phenotypes.
method Cross-Modal Joint-Individual Variational Network (CM-JIVNet) with multi-head attention fusion.
result CM-JIVNet outperforms in cross-modal reconstruction and behavioral trait prediction.

Kernel method embeds noisy datasets, capturing shared structures.

problem Limited power in capturing nonlinear structures, noisiness, high-dimensionality, and interpretability issues.
method Kernel spectral joint embeddings using duo-landmark integral operators.
result Consistent recovery of low-dimensional noiseless signals and convergence to eigenfunctions of integral operators.

Study improves probabilistic circuits using transformations for better predictions.

problem Predictive limitations of probabilistic circuits in robotic scenarios.
method Integrates transformations into joint probability trees, extending their capabilities.
result Achieves higher likelihoods with fewer parameters on various data sets.

The paper introduces ESE scores for farmers to assess climate change risks.

problem Assessing climate change risks in individual farmers' credit evaluations.
method Integrating ESG variables into joint liability models and using a mean-variance utility function.
result Optimal group sizes and individual-ESE score relationships under various climatic conditions.

VPP learns joint policies for multi-agent RL through interactions.

problem Learning effective joint policies for multi-agent reinforcement learning.
method VPP integrates variational inference into policy layers for efficient sampling and differentiability.
result VPP outperforms previous methods on large-scale multi-agent tasks.

Derives integral representations for a Lévy process and its extremum, hitting time, with fast evaluation.

problem Efficiently evaluating the joint probability density function of a Lévy process, its supremum, and hitting time.
method Integral representations, Laplace-Fourier transforms, summation by parts, conformal deformation, trapezoid rules, Gaver-Wynn-Rho algorithm.
result Explicit calculations and fast evaluation of the joint cpdf for Lévy processes.

This paper analyzes AJIVE for estimating shared subspace across multiple datasets, revealing its strengths and limitations.

problem Estimating shared subspace across multiple datasets with varying degrees of misalignment.
method Angle-based Joint and Individual Variation Explained (AJIVE) method, a two-stage spectral approach.
result AJIVE's performance in high signal-to-noise ratio (SNR) regimes and its non-diminishing error in low-SNR settings.

Consider the Slepian process SS defined by S(t)=B(t+1)B(t),t[0,1] S(t)=B(t+1)-B(t),t\in [0,1] with B(t),tRB(t),t\in \R a standard Brownian motion.In this contribution we analyze the joint distribution between the maximum ms=max0usS(u)m_{s}=\max_{0\leq u\leq s}S(u) certain and the maximum Mt=max0utS(u)M_t=\max_{0\leq u\leq t}S(u) for 0<s<t0< s < t fixed. Explicit inte…

2016-09-15abs ↗pdf ↗

We explain new developments in classical knot theory in 3 and 4~dimensions, i.e. we study knots in 3-space, up to isotopy as well as up to concordance. In dimension~3 we give a geometric interpretation of the Kontsevich integral (joint with Jim Conant), and in dimension 4 we introduce new concordance invariants using v…

2003-04-21abs ↗pdf ↗

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

Integrative analysis of disparate data blocks measured on a common set of experimental subjects is a major challenge in modern data analysis. This data structure naturally motivates the simultaneous exploration of the joint and individual variation within each data block resulting in new insights. For instance, there i…

2017-04-07abs ↗pdf ↗

Fast method developed for pricing barrier options and joint Lévy process distributions.

problem Accurate pricing of barrier options and joint distributions in Lévy models.
method Dual space calculations, Wiener-Hopf factorization, sinh-deformations, Gaver-Wynn Rho acceleration.
result Achieves precision of 101510^{-15} in seconds and 10910810^{-9}-10^{-8} in fractions of a second.

A constructive version of the Frobenius integrability theorem -- that can be programmed effectively -- is given. This is used in computing invariants of groups of low ranks and recover examples from a recent paper of Boyko, Patera and Popoyvich \cite{BPP}.

2014-11-01abs ↗pdf ↗

Perfect pairing for tropical cycles on integral affine manifolds.

problem Computing period integrals and versality of Calabi-Yau degenerations.
method Introducing a cap product pairing and using simplicial methods for constructible sheaves.
result The pairing is perfect in degree one for symplectic singularities.

New model improves multimodal autoencoders by learning joint and conditional distributions.

problem Limitations in recent multimodal autoencoders restrict their quality on complex datasets.
method Proposes a multistage training process with variational inference and Normalizing Flows, leveraging shared modality information.
result Achieves state-of-the-art results on benchmark datasets.

Efficiently combines autoregressive and set-based models for joint distributions.

problem Joint distributions over multiple predictions from set-based models.
method Causal autoregressive buffer that caches context and captures dependencies.
result Up to 20x faster joint sampling and density evaluation, up to 7x lower memory usage.

Credit risk analysis improved with a joint model for spatial and temporal effects.

problem Predicting borrower's time-to-event with spatial and temporal covariates.
method Spatio-Temporal Joint Model (STJM) using Bayesian hierarchical approach and INLA.
result Spatial effects improve joint model performance, but spatio-temporal interactions have less impact.

TransformerLSR models longitudinal, recurrent, and survival data jointly.

problem Joint modeling of longitudinal measurements, recurrent events, and survival data with dependencies.
method Transformer-based deep learning framework integrating deep temporal point processes and latent structure representation.
result TransformerLSR effectively models all three components simultaneously, demonstrating necessity and effectiveness through simulations and real-world data.

Optimal online learning for joint pricing and resource allocation.

problem Maximizing net profit in dynamic pricing and resource allocation with stochastic demand.
method Developed an efficient algorithm using a Lower-Confidence Bound (LCB) meta-strategy over multiple OCO agents.
result Achieved ildeO(Tmn) ilde{O}(\sqrt{Tmn}) regret, optimal with respect to time horizon TT.

This is a continuation of the joint paper with the same title by A.Belenkiy and Yu.Burago. It is proved here that two homeomorphic closed Alexandrov surfaces (of bounded integral curvature) are bi-Lipschitz with a constant depending only on upper bounds of their Euler number, diameters, negative integral curvatures, an…

2004-09-20abs ↗pdf ↗

This study uses Tsallis entropy to analyze diversification and integration in Italian stock market companies.

problem Examining the industrial structure and market reactions of cross-shareholding networks.
method Developed Tsallis entropy approach to model diversification and integration using copulas.
result Entropy analysis reveals insights into market polarisation and fairness.

Proposes a method to integrate learner models robustly against misspecifications.

problem Misspecifications in learner models and parameter sharing patterns degrade prediction accuracy.
method Sequentially incorporates additional learners based on user-specified parameter sharing patterns.
result Data-adaptively selects the most suitable way of parameter sharing to enhance predictive performance.

A new method for aligning datasets without known correspondences.

problem Aligning datasets from different domains without labeled correspondences.
method Integrates MDS and Wasserstein Procrustes for joint optimization of embeddings and correspondences.
result Maps datasets to a common low-dimensional space without labeled correspondences.

CoDeQ simplifies joint model compression by integrating pruning and quantization.

problem Joint pruning and quantization methods are complex and require additional procedures.
method CoDeQ uses a dead-zone quantizer to directly induce sparsity and learn quantization parameters.
result CoDeQ achieves high sparsity and low-precision accuracy with minimal bit operations.

Rozansky and Witten proposed in 1996 a family of new three-dimensional topological quantum field theories, indexed by compact (or asymptotically flat) hyperkaehler manifolds. As a byproduct they proved that hyperkaehler manifolds also give rise to Vassiliev weight systems. These may be thought of as invariants of hyper…

2001-12-19abs ↗pdf ↗

This paper proposes a joint energy and data market to handle uncertainty in energy procurement.

problem Handling uncertainty in energy markets through data markets.
method Modeling a day-ahead retailer energy procurement problem with uncertain demand, integrating forecasting and optimisation, and using differential privacy.
result The value of joint energy and data clearing is highlighted through numerical case studies.

New approach for open ad hoc teamwork using graph-based policy learning.

problem Designing autonomous agents to collaborate with changing teams without prior coordination.
method Graph-based policy learning to adapt to dynamic team compositions.
result Successfully models the effects of other agents, leading to robust adaptation and superior performance.

Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.

problem Recovering information from overlaid radar and communications signals with unknown channels.
method Extremal functions from Beurling-Selberg interpolation theory for joint separation, nuclear norm minimization for matrix retrieval, and MUSIC for parameter estimation.
result Guaranteed well-conditioned Vandermonde matrix for MUSIC, validating theoretical findings.

We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the alternative results given by the variation of constants method, the linearization of the Matrix Riccati ODE's and the Runge-Kutta al…

2011-07-14abs ↗pdf ↗